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IB is running out of edge (low commish / future price reduction). Options at 75 cents , how much lower it can go ? At some point , when competition will come close on commish , its all going to be about customer serves. I'm looking to automate some trades and I asked some traders who already...

good luck , Mo. BTW , DAX-SPX vols ratio is at extreme again , but on the lower end this time. I'm looking for correl DAX-SPX exotic bet with a 100d+ and upper barrier touch/no touch. The 100d will allowed time for vols ratio to revert to mean.

Mo , the rumor has it that Risk nominated you as his successor. Keep this journal running , will ya ?

exactly , sometimes I have mixed strikes on one side , and OTM gamma collapsing much faster than ATM with days<14, That's what is starting all this mess in the first place :)

Mav , its just what you said before : your SW provider is already dealing with this issue , but I am not. If one using larger hedge interval when rebalansing delta , this issue is probably not so visible/important , but I use small interval.

probably , and that's what I want be able to do ( Fri close=Mon open). But you cannot do it as a onetimer , I have to reduce gradually over last (one , two ?) days

yes , scalping going very very good , but latest vols action killed a lot future candidates , the IV is just tooo high for me to enter/go long. Well , I only need a few stocks at the time , I will find something next week.

that's exactly what I was looking for : future gamma exposure. I use my own staff and I can smooth the gamma calcs (even hour by hour if needed) . IOW , I can make : Friday close = Monday open. But when should I start doing it ? Tuesday , Wednesday ? Thanks for reply , Mav

the vols are at the 3rd deciles now , but the main Q where its headed. If you belive higher then you should do it your way ( buy wings first and short later on high vols). That's how you did it , right ? Plus , its better for margins. All about little IF , lol

I am a scalping fool :) , very busy. A lot of stocks with inflated vols (if that what u looking for)

I run into some issues in gamma scalping. For position with days to exp < 14 there is a big diff in gamma adjustments over a weekend. While given position(long combo) was totally balanced as of Friday , its triggered a big gamma adjustment on Monday open( obviously without change in spot or...

Sorry to see you leave , Risk. Thanks for all the help and keep in touch , u got my info. Good luck with everything.

you are joking , right?

Didn't I told you to go and kill yourself yesterday ? Here are detailed instructions how ; I suggest you use Brazilian ethanol. hahahaha ! http://i24.photobucket.com/albums/c40/seshi_luver12/animations/iyzm95.gif

here is my crazy conspiracy theory ( I shouldn't of never picked at those chit-chats threads , LOL) : What player american public will remember from this WC ? What player considers to finnish his carrier in US ? Things that make you go hmmmm

I knew I will upset someone by mentioning him . Noticed that I attached a smiley next to his name. :)

I give up , you are right...

if MM will step one penny ahead of me (1.33) , wouldn't the BUYER benefits from it then ? He will get it for 1.33 instead of 1.35. How floor algorithm will stop that ?

maybe true , but not on event related trades ( and that's all what I care). For 1.30-1.35 scenario , I will enter 1.34 ask and SOMETIMES will get a retail trader that match it. Currently , I MUST sell for 1.30 if I want to exit. Again , I am talking trades with unusual volume pace.

Rally , the quote will start at 1.30-1.35 , but then one can enter(cannot do it now) 1.31 for a bid